Algorithms and architectures for split recursive least squares

K.J. Ray Liu, An-Yeu Wu
1994 Proceedings of 1994 IEEE Workshop on VLSI Signal Processing  
In this paper, a new computationally efficient algorithm for recursive least-squares (RLS) filtering is presented. The proposed Split RLS algorithm can perform the approximated RLS with O ( N ) complexity for signals having no special data structure t o be exploited. Our performance analysis shows that the estimation bias will be small when the input data are less correlated. We also show that for highly correlated data, the orthogonal preprocessing scheme can be used t o improve the
more » ... of the Split RLS. The systolic implementation of our algorithm based on the QR-decomposition RLS (QRD-RLS) array requires only O ( N ) hardware complexity and the system latency can be reduced t o O(log, N). A major advantage of the Split RLS is its superior tracking capability over the conventional RLS under non-stationary environments.
doi:10.1109/vlsisp.1994.574770 fatcat:mi7lnqsv2rbr7icntoxc747a3i